0.08Open0.11Pre Close105 Volume9.41K Open Interest170.00Strike Price867.00Turnover396.29%IV55.95%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0020Delta0.0001Gamma5143.47Leverage Ratio-0.0737Theta0.0000Rho-10.27Eff Leverage0.0019Vega